Cantitate/Preț
Produs
Total produse
Vezi coșul
Statistical Methods and Applications in Insurance and Finance: CIMPA School, Marrakech and Kelaat M’gouna, Morocco, April 2013 de M'hamed Eddahbi

Statistical Methods and Applications in Insurance and Finance: CIMPA School, Marrakech and Kelaat M’gouna, Morocco, April 2013: Springer Proceedings in Mathematics & Statistics, cartea 158

Editat de M'hamed Eddahbi, El Hassan Essaky, Josep Vives
en Limba Engleză Hardback – 15 apr 2016
This book is the outcome of the CIMPA School on Statistical Methods and Applications in Insurance and Finance, held in Marrakech and Kelaat M'gouna (Morocco) in April 2013. It presents two lectures and seven refereed papers from the school, offering the reader important insights into key topics. The first of the lectures, by Frederic Viens, addresses risk management via hedging in discrete and continuous time, while the second, by Boualem Djehiche, reviews statistical estimation methods applied to life and disability insurance. The refereed papers offer diverse perspectives and extensive discussions on subjects including optimal control, financial modeling using stochastic differential equations, pricing and hedging of financial derivatives, and sensitivity analysis. Each chapter of the volume includes a comprehensive bibliography to promote further research. 
Citește tot Restrânge

Toate formatele și edițiile

Toate formatele și edițiile Preț Express
Paperback (1) 62471 lei  6-8 săpt.
  Springer International Publishing – 22 apr 2018 62471 lei  6-8 săpt.
Hardback (1) 63083 lei  6-8 săpt.
  Springer International Publishing – 15 apr 2016 63083 lei  6-8 săpt.

Din seria Springer Proceedings in Mathematics & Statistics

Preț: 63083 lei

Preț vechi: 74215 lei
-15% Nou

Puncte Express: 946
Preț estimativ în valută:
12074€ • 12667$ • 10016£

Carte tipărită la comandă

Livrare economică 29 ianuarie-12 februarie 25

 Adaugă în coș

Wish list
Gift list
Am citit!
Adaugă în listă
Preluare comenzi: 021 569.72.76

Specificații

ISBN-13: 9783319304168
ISBN-10: 331930416X
Pagini: 200
Ilustrații: X, 225 p. 19 illus., 3 illus. in color.
Dimensiuni: 155 x 235 x 14 mm
Greutate: 0.51 kg
Ediția:1st ed. 2016
Editura: Springer International Publishing
Colecția Springer
Seria Springer Proceedings in Mathematics & Statistics

Locul publicării:Cham, Switzerland

Cuprins

1 Frederi Viens: A didactic introduction to risk management via hedging in discrete and continuous time.- 2 M’hamed Eddahbi and Sidi Mohamed Lalaoui Ben Cherif: Sensitivity analysis for time–inhomogeneous L´evy process: A Malliavin calculus approach and numeric.- 3 Nicolas Privault and Dichuan Yang: Variance-GGC asset price models and their sensitivity analysis.- 4 Josep Vives: Decomposition of the pricing formula for stochastic volatility models based on Malliavin-Skorohod type calculus.- 5 Boualem Djehiche: Statistical estimation techniques in life and disability insurance -A short overview.- 6 AbdulRahman Al-Hussein: Necessary and sufficient conditions of optimal control for infinite dimensional SDEs.- 7 AbdulRahman Al-Hussein and Boulakhras Gherbal: Sufficient conditions of optimality for forward-backward doubly SDEs with jumps.- 8 Mohsine Benabdallah, Siham Bouhadou, Youssef Ouknine: On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations withjumps.- 9 E. H. Essaky and M. Hassani: BSDE Approach for Dynkin Game and American Game Option.

Recenzii

“The book will be equally attractive to graduate students, practitioners and researchers in the vast fields insurance and finance. … the book has a good collection of research work on important and interesting topics in insurance and finance. Researchers and professionals looking to learn more in insurance, finance and related areas would benefit from papers collected in this book. The content in most of these chapters has proved to be an enjoyable read … .” (S. Ejaz Ahmed, Technometrics, Vol. 58, November, 2016)

Textul de pe ultima copertă

This book is the outcome of the CIMPA School on Statistical Methods and Applications in Insurance and Finance, held in Marrakech and Kelaat M'gouna (Morocco) in April 2013. It presents two lectures and seven refereed papers from the school, offering the reader important insights into key topics. The first of the lectures, by Frederic Viens, addresses risk management via hedging in discrete and continuous time, while the second, by Boualem Djehiche, reviews statistical estimation methods applied to life and disability insurance. The refereed papers offer diverse perspectives and extensive discussions on subjects including optimal control, financial modeling using stochastic differential equations, pricing and hedging of financial derivatives, and sensitivity analysis. Each chapter of the volume includes a comprehensive bibliography to promote further research.

Caracteristici

Offers important insights into statistical estimation methods and applications Updates readers on key aspects of risk management Provides an up-to-date overview of quantitative finance and financial modeling Includes supplementary material: sn.pub/extras